// SPDX-License-Identifier: BUSL-1.1 pragma solidity 0.8.21; /// @title library that calculates number "tick" and "ratioX96" from this: ratioX96 = (1.0015^tick) * 2^96 /// @notice this library is used in Fluid Vault protocol for optimiziation. /// @dev "tick" supports between -32767 and 32767. "ratioX96" supports between 37075072 and 169307877264527972847801929085841449095838922544595 library TickMath { /// The minimum tick that can be passed in getRatioAtTick. 1.0015**-32767 int24 internal constant MIN_TICK = -32767; /// The maximum tick that can be passed in getRatioAtTick. 1.0015**32767 int24 internal constant MAX_TICK = 32767; uint256 internal constant FACTOR00 = 0x100000000000000000000000000000000; uint256 internal constant FACTOR01 = 0xff9dd7de423466c20352b1246ce4856f; // 2^128/1.0015**1 = 339772707859149738855091969477551883631 uint256 internal constant FACTOR02 = 0xff3bd55f4488ad277531fa1c725a66d0; // 2^128/1.0015**2 = 339263812140938331358054887146831636176 uint256 internal constant FACTOR03 = 0xfe78410fd6498b73cb96a6917f853259; // 2^128/1.0015**4 = 338248306163758188337119769319392490073 uint256 internal constant FACTOR04 = 0xfcf2d9987c9be178ad5bfeffaa123273; // 2^128/1.0015**8 = 336226404141693512316971918999264834163 uint256 internal constant FACTOR05 = 0xf9ef02c4529258b057769680fc6601b3; // 2^128/1.0015**16 = 332218786018727629051611634067491389875 uint256 internal constant FACTOR06 = 0xf402d288133a85a17784a411f7aba082; // 2^128/1.0015**32 = 324346285652234375371948336458280706178 uint256 internal constant FACTOR07 = 0xe895615b5beb6386553757b0352bda90; // 2^128/1.0015**64 = 309156521885964218294057947947195947664 uint256 internal constant FACTOR08 = 0xd34f17a00ffa00a8309940a15930391a; // 2^128/1.0015**128 = 280877777739312896540849703637713172762 uint256 internal constant FACTOR09 = 0xae6b7961714e20548d88ea5123f9a0ff; // 2^128/1.0015**256 = 231843708922198649176471782639349113087 uint256 internal constant FACTOR10 = 0x76d6461f27082d74e0feed3b388c0ca1; // 2^128/1.0015**512 = 157961477267171621126394973980180876449 uint256 internal constant FACTOR11 = 0x372a3bfe0745d8b6b19d985d9a8b85bb; // 2^128/1.0015**1024 = 73326833024599564193373530205717235131 uint256 internal constant FACTOR12 = 0x0be32cbee48979763cf7247dd7bb539d; // 2^128/1.0015**2048 = 15801066890623697521348224657638773661 uint256 internal constant FACTOR13 = 0x8d4f70c9ff4924dac37612d1e2921e; // 2^128/1.0015**4096 = 733725103481409245883800626999235102 uint256 internal constant FACTOR14 = 0x4e009ae5519380809a02ca7aec77; // 2^128/1.0015**8192 = 1582075887005588088019997442108535 uint256 internal constant FACTOR15 = 0x17c45e641b6e95dee056ff10; // 2^128/1.0015**16384 = 7355550435635883087458926352 /// The minimum value that can be returned from getRatioAtTick. Equivalent to getRatioAtTick(MIN_TICK). ~ Equivalent to `(1 << 96) * (1.0015**-32767)` uint256 internal constant MIN_RATIOX96 = 37075072; /// The maximum value that can be returned from getRatioAtTick. Equivalent to getRatioAtTick(MAX_TICK). /// ~ Equivalent to `(1 << 96) * (1.0015**32767)`, rounding etc. leading to minor difference uint256 internal constant MAX_RATIOX96 = 169307877264527972847801929085841449095838922544595; uint256 internal constant ZERO_TICK_SCALED_RATIO = 0x1000000000000000000000000; // 1 << 96 // 79228162514264337593543950336 uint256 internal constant _1E26 = 1e26; /// @notice ratioX96 = (1.0015^tick) * 2^96 /// @dev Throws if |tick| > max tick /// @param tick The input tick for the above formula /// @return ratioX96 ratio = (debt amount/collateral amount) function getRatioAtTick(int tick) internal pure returns (uint256 ratioX96) { assembly { let absTick_ := sub(xor(tick, sar(255, tick)), sar(255, tick)) if gt(absTick_, MAX_TICK) { revert(0, 0) } let factor_ := FACTOR00 if and(absTick_, 0x1) { factor_ := FACTOR01 } if and(absTick_, 0x2) { factor_ := shr(128, mul(factor_, FACTOR02)) } if and(absTick_, 0x4) { factor_ := shr(128, mul(factor_, FACTOR03)) } if and(absTick_, 0x8) { factor_ := shr(128, mul(factor_, FACTOR04)) } if and(absTick_, 0x10) { factor_ := shr(128, mul(factor_, FACTOR05)) } if and(absTick_, 0x20) { factor_ := shr(128, mul(factor_, FACTOR06)) } if and(absTick_, 0x40) { factor_ := shr(128, mul(factor_, FACTOR07)) } if and(absTick_, 0x80) { factor_ := shr(128, mul(factor_, FACTOR08)) } if and(absTick_, 0x100) { factor_ := shr(128, mul(factor_, FACTOR09)) } if and(absTick_, 0x200) { factor_ := shr(128, mul(factor_, FACTOR10)) } if and(absTick_, 0x400) { factor_ := shr(128, mul(factor_, FACTOR11)) } if and(absTick_, 0x800) { factor_ := shr(128, mul(factor_, FACTOR12)) } if and(absTick_, 0x1000) { factor_ := shr(128, mul(factor_, FACTOR13)) } if and(absTick_, 0x2000) { factor_ := shr(128, mul(factor_, FACTOR14)) } if and(absTick_, 0x4000) { factor_ := shr(128, mul(factor_, FACTOR15)) } let precision_ := 0 if iszero(and(tick, 0x8000000000000000000000000000000000000000000000000000000000000000)) { factor_ := div(0xffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff, factor_) // we round up in the division so getTickAtRatio of the output price is always consistent if mod(factor_, 0x100000000) { precision_ := 1 } } ratioX96 := add(shr(32, factor_), precision_) } } /// @notice ratioX96 = (1.0015^tick) * 2^96 /// @dev Throws if ratioX96 > max ratio || ratioX96 < min ratio /// @param ratioX96 The input ratio; ratio = (debt amount/collateral amount) /// @return tick The output tick for the above formula. Returns in round down form. if tick is 123.23 then 123, if tick is -123.23 then returns -124 /// @return perfectRatioX96 perfect ratio for the above tick function getTickAtRatio(uint256 ratioX96) internal pure returns (int tick, uint perfectRatioX96) { assembly { if or(gt(ratioX96, MAX_RATIOX96), lt(ratioX96, MIN_RATIOX96)) { revert(0, 0) } let cond := lt(ratioX96, ZERO_TICK_SCALED_RATIO) let factor_ if iszero(cond) { // if ratioX96 >= ZERO_TICK_SCALED_RATIO factor_ := div(mul(ratioX96, _1E26), ZERO_TICK_SCALED_RATIO) } if cond { // ratioX96 < ZERO_TICK_SCALED_RATIO factor_ := div(mul(ZERO_TICK_SCALED_RATIO, _1E26), ratioX96) } // put in https://www.wolframalpha.com/ whole equation: (1.0015^tick) * 2^96 * 10^26 / 79228162514264337593543950336 // for tick = 16384 // ratioX96 = (1.0015^16384) * 2^96 = 3665252098134783297721995888537077351735 // 3665252098134783297721995888537077351735 * 10^26 / 79228162514264337593543950336 = // 4626198540796508716348404308345255985.06131964639489434655721 if iszero(lt(factor_, 4626198540796508716348404308345255985)) { tick := or(tick, 0x4000) factor_ := div(mul(factor_, _1E26), 4626198540796508716348404308345255985) } // for tick = 8192 // ratioX96 = (1.0015^8192) * 2^96 = 17040868196391020479062776466509865 // 17040868196391020479062776466509865 * 10^26 / 79228162514264337593543950336 = // 21508599537851153911767490449162.3037648642153898377655505172 if iszero(lt(factor_, 21508599537851153911767490449162)) { tick := or(tick, 0x2000) factor_ := div(mul(factor_, _1E26), 21508599537851153911767490449162) } // for tick = 4096 // ratioX96 = (1.0015^4096) * 2^96 = 36743933851015821532611831851150 // 36743933851015821532611831851150 * 10^26 / 79228162514264337593543950336 = // 46377364670549310883002866648.9777607649742626173648716941385 if iszero(lt(factor_, 46377364670549310883002866649)) { tick := or(tick, 0x1000) factor_ := div(mul(factor_, _1E26), 46377364670549310883002866649) } // for tick = 2048 // ratioX96 = (1.0015^2048) * 2^96 = 1706210527034005899209104452335 // 1706210527034005899209104452335 * 10^26 / 79228162514264337593543950336 = // 2153540449365864845468344760.06357108484096046743300420319322 if iszero(lt(factor_, 2153540449365864845468344760)) { tick := or(tick, 0x800) factor_ := div(mul(factor_, _1E26), 2153540449365864845468344760) } // for tick = 1024 // ratioX96 = (1.0015^1024) * 2^96 = 367668226692760093024536487236 // 367668226692760093024536487236 * 10^26 / 79228162514264337593543950336 = // 464062544207767844008185024.950588990554136265212906454481127 if iszero(lt(factor_, 464062544207767844008185025)) { tick := or(tick, 0x400) factor_ := div(mul(factor_, _1E26), 464062544207767844008185025) } // for tick = 512 // ratioX96 = (1.0015^512) * 2^96 = 170674186729409605620119663668 // 170674186729409605620119663668 * 10^26 / 79228162514264337593543950336 = // 215421109505955298802281577.031879604792139232258508172947569 if iszero(lt(factor_, 215421109505955298802281577)) { tick := or(tick, 0x200) factor_ := div(mul(factor_, _1E26), 215421109505955298802281577) } // for tick = 256 // ratioX96 = (1.0015^256) * 2^96 = 116285004205991934861656513301 // 116285004205991934861656513301 * 10^26 / 79228162514264337593543950336 = // 146772309890508740607270614.667650899656438875541505058062410 if iszero(lt(factor_, 146772309890508740607270615)) { tick := or(tick, 0x100) factor_ := div(mul(factor_, _1E26), 146772309890508740607270615) } // for tick = 128 // ratioX96 = (1.0015^128) * 2^96 = 95984619659632141743747099590 // 95984619659632141743747099590 * 10^26 / 79228162514264337593543950336 = // 121149622323187099817270416.157248837742741760456796835775887 if iszero(lt(factor_, 121149622323187099817270416)) { tick := or(tick, 0x80) factor_ := div(mul(factor_, _1E26), 121149622323187099817270416) } // for tick = 64 // ratioX96 = (1.0015^64) * 2^96 = 87204845308406958006717891124 // 87204845308406958006717891124 * 10^26 / 79228162514264337593543950336 = // 110067989135437147685980801.568068573422377364214113968609839 if iszero(lt(factor_, 110067989135437147685980801)) { tick := or(tick, 0x40) factor_ := div(mul(factor_, _1E26), 110067989135437147685980801) } // for tick = 32 // ratioX96 = (1.0015^32) * 2^96 = 83120873769022354029916374475 // 83120873769022354029916374475 * 10^26 / 79228162514264337593543950336 = // 104913292358707887270979599.831816586773651266562785765558183 if iszero(lt(factor_, 104913292358707887270979600)) { tick := or(tick, 0x20) factor_ := div(mul(factor_, _1E26), 104913292358707887270979600) } // for tick = 16 // ratioX96 = (1.0015^16) * 2^96 = 81151180492336368327184716176 // 81151180492336368327184716176 * 10^26 / 79228162514264337593543950336 = // 102427189924701091191840927.762844039579442328381455567932128 if iszero(lt(factor_, 102427189924701091191840928)) { tick := or(tick, 0x10) factor_ := div(mul(factor_, _1E26), 102427189924701091191840928) } // for tick = 8 // ratioX96 = (1.0015^8) * 2^96 = 80183906840906820640659903620 // 80183906840906820640659903620 * 10^26 / 79228162514264337593543950336 = // 101206318935480056907421312.890625 if iszero(lt(factor_, 101206318935480056907421313)) { tick := or(tick, 0x8) factor_ := div(mul(factor_, _1E26), 101206318935480056907421313) } // for tick = 4 // ratioX96 = (1.0015^4) * 2^96 = 79704602139525152702959747603 // 79704602139525152702959747603 * 10^26 / 79228162514264337593543950336 = // 100601351350506250000000000 if iszero(lt(factor_, 100601351350506250000000000)) { tick := or(tick, 0x4) factor_ := div(mul(factor_, _1E26), 100601351350506250000000000) } // for tick = 2 // ratioX96 = (1.0015^2) * 2^96 = 79466025265172787701084167660 // 79466025265172787701084167660 * 10^26 / 79228162514264337593543950336 = // 100300225000000000000000000 if iszero(lt(factor_, 100300225000000000000000000)) { tick := or(tick, 0x2) factor_ := div(mul(factor_, _1E26), 100300225000000000000000000) } // for tick = 1 // ratioX96 = (1.0015^1) * 2^96 = 79347004758035734099934266261 // 79347004758035734099934266261 * 10^26 / 79228162514264337593543950336 = // 100150000000000000000000000 if iszero(lt(factor_, 100150000000000000000000000)) { tick := or(tick, 0x1) factor_ := div(mul(factor_, _1E26), 100150000000000000000000000) } if iszero(cond) { // if ratioX96 >= ZERO_TICK_SCALED_RATIO perfectRatioX96 := div(mul(ratioX96, _1E26), factor_) } if cond { // ratioX96 < ZERO_TICK_SCALED_RATIO tick := not(tick) perfectRatioX96 := div(mul(ratioX96, factor_), 100150000000000000000000000) } // perfect ratio should always be <= ratioX96 // not sure if it can ever be bigger but better to have extra checks if gt(perfectRatioX96, ratioX96) { revert(0, 0) } } } }